+37.3%
IVZ vs SM
-13.5%
+50.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.7% | +9.5% | +7.3% |
| 7D | +4.1% | -22.3% | +26.4% | +8.7% |
| 30D | -2.0% | -21.4% | +19.3% | +1.8% |
| 3M | -7.8% | +1.4% | -9.2% | -9.7% |
| 6M | +6.3% | +0.1% | +6.2% | +2.9% |
| YTD | +12.6% | +59.0% | -46.4% | -5.1% |
| 1Y | +27.6% | +64.3% | -36.7% | +6.4% |
| 3Y | +154.0% | -13.1% | +167.2% | +139.0% |
| 5Y | +37.3% | -13.9% | +51.2% | +25.4% |
| All | +37.3% | -13.5% | +50.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling